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"Loss Functions in Option Valuation: A Framework for Selection."

Dennis Bams, Thorsten Lehnert, Christian C. P. Wolff (2009)

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DOI: 10.1287/MNSC.1080.0976

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - journals/mansci/BamsLW09
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  - https://dblp.org/rec/journals/mansci/BamsLW09
Dennis Bams, Thorsten Lehnert, Christian C. P. Wolff:
Loss Functions in Option Valuation: A Framework for Selection. Manag. Sci. 55(5): 853-862 (2009)

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